chains

Get the complete options chain for a ticker.

Example

from openbb import obb
chains = obb.derivatives.options.chains(symbol="AAPL", provider="intrinio").to_df()
#### Use the "date" parameter to get the end-of-day-data for a specific date, where supported. ####
eod_chains = obb.derivatives.options.chains(symbol="AAPL", date="2023-01-25", provider="intrinio").to_df()

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Parameters

• standard
• cboe
• intrinio
• tmx

Name	Type	Description	Default	Optional
symbol	str	Symbol to get data for.		False
provider	Literal['cboe', 'intrinio', 'tmx']	The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'cboe' if there is no default.	cboe	True

Name	Type	Description	Default	Optional
symbol	str	Symbol to get data for.		False
provider	Literal['cboe', 'intrinio', 'tmx']	The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'cboe' if there is no default.	cboe	True
use_cache	bool	When True, the company directories will be cached for24 hours and are used to validate symbols. The results of the function are not cached. Set as False to bypass.	True	True

Name	Type	Description	Default	Optional
symbol	str	Symbol to get data for.		False
provider	Literal['cboe', 'intrinio', 'tmx']	The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'cboe' if there is no default.	cboe	True
date	Union[str, date]	The end-of-day date for options chains data.	None	True

Name	Type	Description	Default	Optional
symbol	str	Symbol to get data for.		False
provider	Literal['cboe', 'intrinio', 'tmx']	The provider to use for the query, by default None. If None, the provider specified in defaults is selected or 'cboe' if there is no default.	cboe	True
date	Union[str, date]	A specific date to get data for.	None	True
use_cache	bool	Caching is used to validate the supplied ticker symbol, or if a historical EOD chain is requested. To bypass, set to False.	True	True

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Returns

OBBject
    results : List[OptionsChains]
        Serializable results.

    provider : Optional[Literal['cboe', 'intrinio', 'tmx']]
        Provider name.

    warnings : Optional[List[Warning_]]
        List of warnings.

    chart : Optional[Chart]
        Chart object.

    extra : Dict[str, Any]
        Extra info.

---

Data

• standard
• cboe
• intrinio
• tmx

Name	Type	Description
symbol	str	Symbol representing the entity requested in the data. Here, it is the underlying symbol for the option.
contract_symbol	str	Contract symbol for the option.
eod_date	date	Date for which the options chains are returned.
expiration	date	Expiration date of the contract.
strike	float	Strike price of the contract.
option_type	str	Call or Put.
open_interest	int	Open interest on the contract.
volume	int	The trading volume.
theoretical_price	float	Theoretical value of the option.
last_trade_price	float	Last trade price of the option.
tick	str	Whether the last tick was up or down in price.
bid	float	Current bid price for the option.
bid_size	int	Bid size for the option.
ask	float	Current ask price for the option.
ask_size	int	Ask size for the option.
mark	float	The mid-price between the latest bid and ask.
open	float	The open price.
open_bid	float	The opening bid price for the option that day.
open_ask	float	The opening ask price for the option that day.
high	float	The high price.
bid_high	float	The highest bid price for the option that day.
ask_high	float	The highest ask price for the option that day.
low	float	The low price.
bid_low	float	The lowest bid price for the option that day.
ask_low	float	The lowest ask price for the option that day.
close	float	The close price.
close_size	int	The closing trade size for the option that day.
close_time	datetime	The time of the closing price for the option that day.
close_bid	float	The closing bid price for the option that day.
close_bid_size	int	The closing bid size for the option that day.
close_bid_time	datetime	The time of the bid closing price for the option that day.
close_ask	float	The closing ask price for the option that day.
close_ask_size	int	The closing ask size for the option that day.
close_ask_time	datetime	The time of the ask closing price for the option that day.
prev_close	float	The previous close price.
change	float	The change in the price of the option.
change_percent	float	Change, in normalizezd percentage points, of the option.
implied_volatility	float	Implied volatility of the option.
delta	float	Delta of the option.
gamma	float	Gamma of the option.
theta	float	Theta of the option.
vega	float	Vega of the option.
rho	float	Rho of the option.

Name	Type	Description
symbol	str	Symbol representing the entity requested in the data. Here, it is the underlying symbol for the option.
contract_symbol	str	Contract symbol for the option.
eod_date	date	Date for which the options chains are returned.
expiration	date	Expiration date of the contract.
strike	float	Strike price of the contract.
option_type	str	Call or Put.
open_interest	int	Open interest on the contract.
volume	int	The trading volume.
theoretical_price	float	Theoretical value of the option.
last_trade_price	float	Last trade price of the option.
tick	str	Whether the last tick was up or down in price.
bid	float	Current bid price for the option.
bid_size	int	Bid size for the option.
ask	float	Current ask price for the option.
ask_size	int	Ask size for the option.
mark	float	The mid-price between the latest bid and ask.
open	float	The open price.
open_bid	float	The opening bid price for the option that day.
open_ask	float	The opening ask price for the option that day.
high	float	The high price.
bid_high	float	The highest bid price for the option that day.
ask_high	float	The highest ask price for the option that day.
low	float	The low price.
bid_low	float	The lowest bid price for the option that day.
ask_low	float	The lowest ask price for the option that day.
close	float	The close price.
close_size	int	The closing trade size for the option that day.
close_time	datetime	The time of the closing price for the option that day.
close_bid	float	The closing bid price for the option that day.
close_bid_size	int	The closing bid size for the option that day.
close_bid_time	datetime	The time of the bid closing price for the option that day.
close_ask	float	The closing ask price for the option that day.
close_ask_size	int	The closing ask size for the option that day.
close_ask_time	datetime	The time of the ask closing price for the option that day.
prev_close	float	The previous close price.
change	float	The change in the price of the option.
change_percent	float	Change, in normalizezd percentage points, of the option.
implied_volatility	float	Implied volatility of the option.
delta	float	Delta of the option.
gamma	float	Gamma of the option.
theta	float	Theta of the option.
vega	float	Vega of the option.
rho	float	Rho of the option.
last_trade_timestamp	datetime	Last trade timestamp of the option.
dte	int	Days to expiration for the option.

Name	Type	Description
symbol	str	Symbol representing the entity requested in the data. Here, it is the underlying symbol for the option.
contract_symbol	str	Contract symbol for the option.
eod_date	date	Date for which the options chains are returned.
expiration	date	Expiration date of the contract.
strike	float	Strike price of the contract.
option_type	str	Call or Put.
open_interest	int	Open interest on the contract.
volume	int	The trading volume.
theoretical_price	float	Theoretical value of the option.
last_trade_price	float	Last trade price of the option.
tick	str	Whether the last tick was up or down in price.
bid	float	Current bid price for the option.
bid_size	int	Bid size for the option.
ask	float	Current ask price for the option.
ask_size	int	Ask size for the option.
mark	float	The mid-price between the latest bid and ask.
open	float	The open price.
open_bid	float	The opening bid price for the option that day.
open_ask	float	The opening ask price for the option that day.
high	float	The high price.
bid_high	float	The highest bid price for the option that day.
ask_high	float	The highest ask price for the option that day.
low	float	The low price.
bid_low	float	The lowest bid price for the option that day.
ask_low	float	The lowest ask price for the option that day.
close	float	The close price.
close_size	int	The closing trade size for the option that day.
close_time	datetime	The time of the closing price for the option that day.
close_bid	float	The closing bid price for the option that day.
close_bid_size	int	The closing bid size for the option that day.
close_bid_time	datetime	The time of the bid closing price for the option that day.
close_ask	float	The closing ask price for the option that day.
close_ask_size	int	The closing ask size for the option that day.
close_ask_time	datetime	The time of the ask closing price for the option that day.
prev_close	float	The previous close price.
change	float	The change in the price of the option.
change_percent	float	Change, in normalizezd percentage points, of the option.
implied_volatility	float	Implied volatility of the option.
delta	float	Delta of the option.
gamma	float	Gamma of the option.
theta	float	Theta of the option.
vega	float	Vega of the option.
rho	float	Rho of the option.
exercise_style	str	The exercise style of the option, American or European.

Name	Type	Description
symbol	str	Symbol representing the entity requested in the data. Here, it is the underlying symbol for the option.
contract_symbol	str	Contract symbol for the option.
eod_date	date	Date for which the options chains are returned.
expiration	date	Expiration date of the contract.
strike	float	Strike price of the contract.
option_type	str	Call or Put.
open_interest	int	Open interest on the contract.
volume	int	The trading volume.
theoretical_price	float	Theoretical value of the option.
last_trade_price	float	Last trade price of the option.
tick	str	Whether the last tick was up or down in price.
bid	float	Current bid price for the option.
bid_size	int	Bid size for the option.
ask	float	Current ask price for the option.
ask_size	int	Ask size for the option.
mark	float	The mid-price between the latest bid and ask.
open	float	The open price.
open_bid	float	The opening bid price for the option that day.
open_ask	float	The opening ask price for the option that day.
high	float	The high price.
bid_high	float	The highest bid price for the option that day.
ask_high	float	The highest ask price for the option that day.
low	float	The low price.
bid_low	float	The lowest bid price for the option that day.
ask_low	float	The lowest ask price for the option that day.
close	float	The close price.
close_size	int	The closing trade size for the option that day.
close_time	datetime	The time of the closing price for the option that day.
close_bid	float	The closing bid price for the option that day.
close_bid_size	int	The closing bid size for the option that day.
close_bid_time	datetime	The time of the bid closing price for the option that day.
close_ask	float	The closing ask price for the option that day.
close_ask_size	int	The closing ask size for the option that day.
close_ask_time	datetime	The time of the ask closing price for the option that day.
prev_close	float	The previous close price.
change	float	The change in the price of the option.
change_percent	float	Change, in normalizezd percentage points, of the option.
implied_volatility	float	Implied volatility of the option.
delta	float	Delta of the option.
gamma	float	Gamma of the option.
theta	float	Theta of the option.
vega	float	Vega of the option.
rho	float	Rho of the option.
transactions	int	Number of transactions for the contract.
total_value	float	Total value of the transactions.
settlement_price	float	Settlement price on that date.
underlying_price	float	Price of the underlying stock on that date.
dte	int	Days to expiration for the option.